Bounds on mean variance hedging in jump diffusion (Q6185522): Difference between revisions

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+Incompleteness of markets driven by a mixed diffusion
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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+DISCONTINUOUS ASSET PRICES AND NON‐ATTAINABLE CONTINGENT CLAIMS<sup>1</sup>
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+Discovery of the maximum principle
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+The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims
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+Mean-variance hedging via stochastic control and BSDEs for general semimartingales
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+Mean-Variance Hedging When There Are Jumps
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+General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+Option hedging for semimartingales
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